+123.9%
SBUX vs PSLV
+190.6%
-66.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -5.5% | -3.5% | -2.0% | -5.1% |
| 30D | -8.5% | -2.1% | -6.3% | -8.3% |
| 3M | -2.9% | -1.6% | -1.3% | -3.0% |
| 6M | -1.5% | -25.5% | +24.0% | +1.5% |
| YTD | +19.4% | -11.4% | +30.8% | +17.9% |
| 1Y | +22.9% | +48.6% | -25.6% | +11.1% |
| 3Y | +11.3% | +166.9% | -155.6% | -9.6% |
| 5Y | -6.9% | +152.4% | -159.3% | -24.8% |
| All | +123.9% | +190.6% | -66.7% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PSLV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling